Insurance: Mathematics and Economics

1982 - 2026

Current editor(s): R. Kaas, Hansjoerg Albrecher, M. J. Goovaerts and E. S. W. Shiu

From Elsevier
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Volume 128, issue C, 2026

ADM's APPLE: The Accelerated Deaths Model with an Application to the Covid-19 Pandemic

Andrew J.G. Cairns and David Blake

Rethinking the annuity puzzle: The role of loss aversion and money-back guarantees

Sebastian Hallstein, Daniel Liebler and Raimond Maurer

On convex order and supermodular order without finite mean

Benjamin Côté and Ruodu Wang

Quantile-based interpretable neural network models: Mortality forecasting and actuarial simulations

Yang Qiao, Jinggong Zhang, Wenjun Zhu and Chou-Wen Wang

Counter-monotonic risk sharing with heterogeneous distortion risk measures

Mario Ghossoub, Qinghua Ren and Ruodu Wang

Optimal ratcheting of dividends with irreversible reinsurance

Tim J. Boonen and Engel John C. Dela Vega

Optimal reinsurance maximising dividends as an infinite-dimensional optimisation problem and numerical results

Debora Daniela Escobar, Hirbod Assa and Yunzhou Chen

The big Thaw: Unfreeze defined benefit pension with cash balance plans

Yijia Lin and Tianxiang Shi

Distributional refinement network: Distributional forecasting via deep learning

Benjamin Avanzi, Eric T. Dong, Patrick J. Laub and Bernard Wong

Exploring health improvement incentives through wellness-linked products

An Chen and Stefan Schelling

Satisficing pooling insurance design

Ka Chun Cheung, Jing Zhang and Yiying Zhang

Insurance demand under government interventions and distorted probabilities

Wei Wang, Yaodi Yong, Ka Chun Cheung and Yiying Zhang

Granular mortality modeling with temperature and epidemic shocks: A three-state regime-switching approach

Jens Robben, Karim Barigou and Torsten Kleinow

Contract structure and risk aversion in longevity risk transfers

David Landriault, Bin Li, Hong Li and Yuanyuan Zhang

Volume 127, issue C, 2026

Optimal periodic strategies with dividends payable from gains only

Eric C.K. Cheung, Guo Liu, Jae-Kyung Woo, Jiannan Zhang and Dan Zhu

Mortality risks, survival pessimism, and subjective well-Being: Evidence from the health and retirement study

Lisa Posey, Sharon Tennyson and Nan Zhu

A complete proof of the De Vylder and Goovaerts conjecture for homogeneous risk models

Bara Kim, Jeongsim Kim and Jerim Kim

Generalized expected-shortfalls based on distortion risk measures

Shuyu Gong, Zhenfeng Zou, Meng Guan and Taizhong Hu

Dynamic reinsurance design with heterogeneous beliefs under the mean-variance framework

Junyi Guo, Xia Han and Hao Wang

Probabilistic loss reserving prediction via denoising diffusion model

Shiying Gao, Yuning Zhang, Ruikun Li, S.T. Boris Choy and Junbin Gao

The demand for insurance with ambiguous recovery rate

Yichun Chi, Yuxia Huang and Sheng Chao Zhuang

Subgame perfect Nash equilibria in large reinsurance markets

Maria Andraos, Mario Ghossoub and Michael B. Zhu

Efficient pricing and Greeks estimation for variable annuities under a multivariate OUSV model

Shaoying Chen, Zhenyu Cui, Yang Yang and Zhimin Zhang

Hedging universal life insurance policies

Emmanuel Hamel, Frédéric Godin and Patrice Gaillardetz

Mitigating ambiguity in earthquake catastrophe insurance pricing: A model averaging and α-Maxmin approach

Yunxian Li, Xinmei Yang, Zhilan Zi and Hefei Liu

Optimal annuitization and asset allocation with fixed transaction costs

Junyi Guo, Xiaoqing Liang, Yang Shen and Jie Xiong

PowerBurr regression model for heavy-tailed loss data and its application

Yu Liu and Shengwang Meng

Asymptotically unbiased estimation of the extreme value index under random censoring

Martin Bladt, Yuri Goegebeur and Armelle Guillou

Stochastic optimal control of Lévy tax processes with bailouts

Dalal Al Ghanim, Ronnie Loeffen and Alexander R. Watson

The joint model of default and prepayment for a mortgage loan and its application in mortgage insurance

Lan Bu, Fang Wang and Jingping Yang

On the range of a Lévy risk process with fair valuation of insurance contracts

Mengni Yang, Mohamed Amine Lkabous and Zijia Wang

Robust pricing of equity-Indexed annuities under uncertain volatility and stochastic interest rate

Ludovic Goudenège, Andrea Molent and Antonino Zanette

Scanning the horizon: integrating expert knowledge into the calibration of stochastic mortality models

Richard G.A. Faragher, Arne Freimann and Jochen Ruß

The future of mortality – mortality forecasting by extrapolation of deaths curve evolution patterns

Matthias Börger, Martin Genz and Jochen Ruß

Volume 126, issue C, 2026

Cyber risk taxonomies: statistical analysis of cybersecurity risk classifications

Matteo Malavasi, Gareth W. Peters, Stefan Trück, Pavel V. Shevchenko, Jiwook Jang and Georgy Sofronov

Performance-based variable premium scheme and reinsurance design

Ziyue Shi, David Landriault and Fangda Liu

Beyond annual data: Mortality forecasting with mixed frequency data

Runze Li, Rui Zhou and David Pitt

The last passage time before ruin: Theory and applications in liquidation risk management

Zijia Wang, Jingyi Cao and Shu Li

Back to normal? a method to test and correct a shock impact on healthcare usage frequency data

David Moriña, Amanda Fernández-Fontelo and Montserrat Guillén

Continuous-time modeling and bootstrap for chain-ladder reserving

Nicolas Baradel

Optimizing portfolios with surrender variable annuities: A deep reinforcement learning approach

Huifang Huang, Zhuo Jin, Pengbo Li, Fuke Wu and Hailiang Yang

Zero utility principle under uncertainty

J. Chudziak and S. Wójcik

On expectiles and almost stochastic dominance

Corrado De Vecchi and Matthias Scherer

Stochastic orderings for set-valued risk measures

Elisa Mastrogiacomo and Marco Tarsia

Mortality modeling via vitality: Model constructions and actuarial applications

Xiaobai Zhu, Kenneth Q. Zhou and Zijia Wang

On the bailout dividend problem with periodic dividend payments and fixed transaction costs

Harold A. Moreno-Franco and José-Luis Pérez

A one-step approach for determining the optimal aggregate capital reserve and allocation

Jun Cai, Huameng Jia and Ying Wang

Welfare-enhancing annuity divisor for notional defined contribution design

Jinggong Zhang, Xiaobai Zhu and Wei Wei

Financing aged care with home equity allowing for government age pension and aged care support

Lingfeng Lyu, Yang Shen, Michael Sherris and Jonathan Ziveyi

An age–period–cohort model in a Dirichlet framework: A coherent causes of death estimation

Rebecca Graziani and Andrea Nigri

No-sabotage under conditional mean risk sharing of dependent-by-mixture insurance losses

Michel Denuit, Patricia Ortega-Jimenez and Christian Y. Robert

The changing landscape of cyber risk: An empirical analysis of loss severity and tail dynamics

Martin Eling, Rustam Ibragimov and Dingchen Ning

Asymptotics of systemic risk in a renewal model with multiple business lines and heterogeneous claims

Bingzhen Geng, Yang Liu and Hongfu Wan

Prolonging life by vitagions: Modelling of mortality improvement shocks

Maria Carannante, D’Amato, Valeria and Cinzia Di Palo

On measuring COVID-19 excess mortality: Insights and challenges

Ayse Arik, Allen Klein and Han Li

Iterated poisson processes for catastrophic risk modeling in ruin theory

Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit, Hailiang Yang and Yildiray Yildirim

The ultimate drawdown insurance and its state-dependent premium

Duo Xu and Shu Li

Optimal reinsurance design under convex premium principles and distortion risk measures

Yiying Zhang and Wenjun Jiang